Oscar Peralta

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Modeling discrete common-shock risks through matrix distributions ASTIN Bulletin	2026-01-22	Paper
Approximations of semi-Markov processes and insurance policy valuation Finance and Stochastics	2025-12-30	Paper
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications Mathematics of Operations Research	2025-02-21	Paper
The matrix sequential probability ratio test and multivariate ruin theory	2024-10-31	Paper
Pathwise and distributional approximations of semi-Markov processes	2023-12-11	Paper
Ruin problems for risk processes with dependent phase-type claims Methodology and Computing in Applied Probability	2023-12-11	Paper
Ruin-dependent bivariate stochastic fluid processes	2023-07-31	Paper
Wong--Zakai approximation of regime-switching SDEs via rough path theory	2023-04-19	Paper
Duration-dependent stochastic fluid processes and solar energy revenue modeling	2023-04-12	Paper
A Markov jump process associated with the matrix-exponential distribution Journal of Applied Probability	2023-03-09	Paper
Space-grid approximations of hybrid stochastic differential equations and first passage properties	2022-11-03	Paper
Multivariate matrix-exponential affine mixtures and their applications in risk theory Insurance Mathematics & Economics	2022-09-14	Paper
Strong convergence to two-dimensional alternating Brownian motion processes Stochastic Models	2022-07-18	Paper
RAP-modulated fluid processes: first passages and the stationary distribution Stochastic Processes and their Applications	2022-05-16	Paper
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications	2022-04-06	Paper
Rate of strong convergence to Markov-modulated Brownian motion Journal of Applied Probability	2022-04-01	Paper
Wong--Zakai approximations with convergence rate for stochastic differential equations with regime switching	2021-01-08	Paper
An explicit solution to the Skorokhod embedding problem for double exponential increments Statistics & Probability Letters	2020-09-01	Paper
Parisian types of ruin probabilities for a class of dependent risk-reserve processes Scandinavian Actuarial Journal	2018-12-14	Paper
Approximation of ruin probabilities via Erlangized scale mixtures Insurance Mathematics & Economics	2018-02-15	Paper
Approximation of ruin probabilities via Erlangized scale mixtures Insurance Mathematics & Economics	2018-02-15	Paper

Research outcomes over time

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